The Shaanxi-Gansu-Ningxia (SGN) region in Northwest China has been challenged by drought and water shortage for decades. Based on the precipitation data from 30 weather stations in the SGN region during 1973–2019, the Empirical Orthogonal Function (EOF) and the Wavelet analysis (WA) were applied to analyze the precipitation spatio-temporal variations at different time scales. The results showed that precipitation at annual scale had decreased significantly (P < 0.01) at the rate of 1.46 mm/10a during 1973–2019, and 56.7% of stations showed a decreasing trend, which was mainly concentrated in the Jing River basin. In terms of seasonal precipitation, more than 65% of the stations showed an increasing trend in summer and winter, with increasing at 2.06 mm/10a and 0.56 mm/10a, respectively, but most significantly, 86.7% of the stations showed a decreasing trend in the spring, and only less than 15% of the stations in the Hulu River basin showed an increasing trend. This study will help to further improve understanding of climate change, and provide reference to cope with future climate change and solve the problem of water shortage.